+870.1%
CCI vs NYT
+196.5%
+673.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | +0.3% | +4.5% | -4.1% | -0.9% |
| 3M | -20.0% | -8.5% | -11.4% | -18.1% |
| 6M | -14.5% | -15.1% | +0.5% | -11.1% |
| YTD | -14.9% | -3.3% | -11.6% | -14.8% |
| 1Y | -17.7% | +17.0% | -34.7% | -22.1% |
| 3Y | -12.4% | +55.7% | -68.0% | -25.1% |
| 5Y | -50.1% | +38.9% | -89.0% | -57.2% |
| 10Y | +20.4% | +485.3% | -464.9% | -38.3% |
| All | +870.1% | +196.5% | +673.5% | +347.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling